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Mixture autoregressive (MAR) models provide a flexible way to model time series with predictive distributions which depend on the recent history of the process and are able to accommodate asymmetry and multimodality. Bayesian inference for…

Methodology · Statistics 2020-06-22 Davide Ravagli , Georgi N. Boshnakov

We present a Bayesian approach to the problem of determining parameters for coalescing binary systems observed with laser interferometric detectors. By applying a Markov Chain Monte Carlo (MCMC) algorithm, specifically the Gibbs sampler, we…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Nelson Christensen , Renate Meyer

The Linear Ballistic Accumulator (Brown & Heathcote, 2008) model is used as a measurement tool to answer questions about applied psychology. The analyses based on this model depend upon the model selected and its estimated parameters.…

Methodology · Statistics 2020-03-03 David Gunawan , Guy E. Hawkins , Minh-Ngoc Tran , Robert Kohn , Scott Brown

Bayesian inference under a set of priors, called robust Bayesian analysis, allows for estimation of parameters within a model and quantification of epistemic uncertainty in quantities of interest by bounded (or imprecise) probability.…

Computation · Statistics 2022-07-15 Ivette Raices Cruz , Johan Lindström , Matthias C. M. Troffaes , Ullrika Sahlin

Data in the form of ranking lists are frequently encountered, and combining ranking results from different sources can potentially generate a better ranking list and help understand behaviors of the rankers. Of interest here are the rank…

Methodology · Statistics 2020-07-20 Xinran Li , Dingdong Yi , Jun S. Liu

In performing a Bayesian analysis of astronomical data, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multimodal or exhibit pronounced…

Astrophysics · Physics 2010-01-11 Farhan Feroz , M. P. Hobson

Bayesian methods are critical for quantifying the behaviors of systems. They capture our uncertainty about a system's behavior using probability distributions and update this understanding as new information becomes available. Probabilistic…

Computation · Statistics 2018-04-25 Thomas A. Catanach , James L. Beck

Circular variables that represent directions or periodic observations arise in many fields, such as biology and environmental sciences. An important issue when dealing with circular data is how to estimate their dispersion robustly,…

Methodology · Statistics 2026-03-03 Houyem Demni , Mia Hubert , Giovanni C. Porzio , Peter J. Rousseeuw

Ideally, a meta-analysis will summarize data from several unbiased studies. Here we consider the less than ideal situation in which contributing studies may be compromised by measurement error. Measurement error affects every study design,…

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

Methodology · Statistics 2020-06-18 Georgios Papageorgiou , Benjamin C. Marshall

Many modern applications collect highly imbalanced categorical data, with some categories relatively rare. Bayesian hierarchical models combat data sparsity by borrowing information, while also quantifying uncertainty. However, posterior…

Statistics Theory · Mathematics 2017-06-27 James E. Johndrow , Aaron Smith , Natesh Pillai , David B. Dunson

Network data arises through observation of relational information between a collection of entities. Recent work in the literature has independently considered when (i) one observes a sample of networks, connectome data in neuroscience being…

Methodology · Statistics 2022-06-22 George Bolt , Simón Lunagómez , Christopher Nemeth

Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in…

Instrumentation and Methods for Astrophysics · Physics 2017-08-30 Sanjib Sharma

An aggregate data meta-analysis is a statistical method that pools the summary statistics of several selected studies to estimate the outcome of interest. When considering a continuous outcome, typically each study must report the same…

Methodology · Statistics 2022-06-22 Sean McGrath , XiaoFei Zhao , Zhi Zhen Qin , Russell Steele , Andrea Benedetti

This paper outlines a Bayesian approach to estimate finite mixtures of Tobit models. The method consists of an MCMC approach that combines Gibbs sampling with data augmentation and is simple to implement. I show through simulations that the…

Econometrics · Economics 2024-11-18 Caio Waisman

We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…

Methodology · Statistics 2019-09-17 Ali Esmaieeli Sikaroudi , Chiwoo Park

This paper presents a Markov chain Monte Carlo method to generate approximate posterior samples in retrospective multiple changepoint problems where the number of changes is not known in advance. The method uses conjugate models whereby the…

Computation · Statistics 2010-11-15 Jason Wyse , Nial Friel

Data sets are growing in complexity thanks to the increasing facilities we have nowadays to both generate and store data. This poses many challenges to machine learning that are leading to the proposal of new methods and paradigms, in order…

Machine Learning · Computer Science 2018-12-04 Irene Córdoba , Concha Bielza , Pedro Larrañaga

While Bayesian methods are extremely popular in statistics and machine learning, their application to massive datasets is often challenging, when possible at all. Indeed, the classical MCMC algorithms are prohibitively slow when both the…

Statistics Theory · Mathematics 2019-04-23 Pierre Alquier , James Ridgway